Exercises during pregnancy must be started gradually. Many experts recommend walking. If you're just starting, begin with a moderately brisk pace for 3 days a week. Add a couple of minutes every week, pick up the pace a bit, and eventually add hills to your route. Go slowly for the first 5 minutes to warm up and use the last 5 minutes to cool down. Your energy level may also vary greatly from day to day. And as your baby grows and pushes up on your lungs, you'll notice a decreased ability to breathe in more air when you exercise. If you feel uneasy stop immediately.